run (and run.bat respectively) are created by make, so you should run
"sh configure.win; make" on Windows or "./configure; make" on unix.
The script must contain paths to your JRE and R, so it cannot be
shipped directly in JRI - that's why it is created during the build
phase instead.

It is a generic vector (aka list). If you use JRI 0.3 (from http://
www.rosuda.org/R/nightly ), you can use
RVector v=rexp3.asVector()
for (Enumeration e = v.elements() ; e.hasMoreElements() ;)
System.out.println(e.nextElement());

If you are using JRI 0.2 or earlier, you'll have to use something
like this:
long[] l = r.rniGetVector(rexp3.xp);
int i=0; while(i<l.length) System.out.println(new REXP(r, l[i++]));